+10,299.8%
CSX vs CI
+8,260.6%
+2,039.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.8% | +1.6% |
| 7D | +0.1% | +3.5% | -3.4% | -0.9% |
| 30D | +9.7% | +12.6% | -2.8% | +6.0% |
| 3M | +2.3% | +12.1% | -9.8% | -1.3% |
| 6M | +17.1% | +10.6% | +6.5% | +12.9% |
| YTD | +44.9% | +12.8% | +32.0% | +38.5% |
| 1Y | +47.1% | +18.0% | +29.1% | +38.5% |
| 3Y | +78.6% | +4.2% | +74.4% | +68.7% |
| 5Y | +57.2% | +57.2% | 0.0% | +29.0% |
| 10Y | +479.2% | +179.3% | +299.9% | +289.0% |
| All | +10,299.8% | +8,260.6% | +2,039.2% | +1,950.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling